+399.4%
MSTR vs ABCL
-81.3%
+480.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +12.2% | +0.7% | +11.5% | +12.0% |
| 30D | +45.2% | +93.1% | -47.9% | +9.2% |
| 3M | +10.4% | +79.4% | -69.1% | -16.7% |
| 6M | -2.5% | +214.9% | -217.4% | -42.3% |
| YTD | -6.0% | +234.2% | -240.2% | -46.7% |
| 1Y | -56.4% | +174.8% | -231.2% | -73.9% |
| 3Y | +306.3% | +104.5% | +201.8% | +143.8% |
| 5Y | +100.5% | -39.0% | +139.5% | +57.7% |
| All | +399.4% | -81.3% | +480.7% | +405.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling